You must be a law abiding American Citizen, be free to marry your fiance, and can support your fiance here in the United States. It is a lengthy process that can cost quite a bit of money.
In order to please someone you've got to know that person: what he likes, what he dislikes, what he wants and what he avoids, what he accepts and tolerates, and what he would never forgive.
Once you...
Dumping the Fiance.
There are many nasty ways, but lets no go into that. Ideally you stick to honesty. And you start by using the dreaded phrase "We need to talk....". If you are as open and honest...
The best thing to do is to talk to them about it in person, dont accuse them if you have no proof yet, just ask and usually you can tell if they are lying. :)